CCL chaîne d'options Carnival Corporation & plc
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±13.3% (22.64–29.56) · ATM IV 40.4% · P/C open interest 1.48
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 10.20 | 11.85 | 1,356 | 80.7% | 0.99 | 0.0048 | -0.002 | 15 | 0 | 0.0900 | 20 | 6,012 | 66.0% | -0.01 | 0.0041 | -0.001 | |
| 9.05 | 11.25 | 41 | 83.7% | 0.99 | 0.0065 | -0.002 | 16 | 0 | 0.0300 | 124 | 50.5% | -0.01 | 0.0058 | -0.002 | ||
| 8.60 | 10.00 | 801 | 84.7% | 0.98 | 0.0090 | -0.002 | 17 | 0 | 0.1500 | 6,897 | 57.4% | -0.02 | 0.0083 | -0.002 | ||
| 7.70 | 9.25 | 40 | 84.6% | 0.97 | 0.0128 | -0.003 | 18 | 0.0300 | 0.3000 | 262 | 59.8% | -0.03 | 0.0123 | -0.003 | ||
| 6.80 | 8.25 | 42 | 77.3% | 0.95 | 0.0189 | -0.004 | 19 | 0.0500 | 0.1900 | 3 | 617 | 48.9% | -0.04 | 0.0184 | -0.004 | |
| 5.85 | 6.45 | 210 | 3,571 | 50.3% | 0.93 | 0.0277 | -0.005 | 20 | 0.1200 | 0.1900 | 850 | 14.1K | 44.9% | -0.07 | 0.0274 | -0.005 |
| 4.90 | 6.30 | 4 | 494 | 61.8% | 0.89 | 0.0389 | -0.007 | 21 | 0.1800 | 0.3700 | 513 | 18.1K | 44.9% | -0.11 | 0.0387 | -0.007 |
| 3.90 | 4.80 | 17 | 1,569 | 43.8% | 0.83 | 0.0512 | -0.009 | 22 | 0.2800 | 0.4800 | 28 | 19.9K | 42.0% | -0.16 | 0.0512 | -0.009 |
| 3.45 | 3.75 | 151 | 6,715 | 43.8% | 0.77 | 0.0637 | -0.011 | 23 | 0.5500 | 0.7000 | 1,288 | 7,711 | 42.4% | -0.22 | 0.0639 | -0.011 |
| 2.56 | 3.00 | 61 | 3,030 | 39.7% | 0.70 | 0.0754 | -0.013 | 24 | 0.8700 | 1.00 | 141 | 2,388 | 42.2% | -0.30 | 0.0757 | -0.013 |
| 2.11 | 2.30 | 42 | 9,596 | 40.3% | 0.62 | 0.0846 | -0.013 | 25 | 1.05 | 1.50 | 298 | 27.1K | 40.7% | -0.38 | 0.0852 | -0.013 |
| 1.70 | 1.75 | 93 | 2,440 | 40.9% | 0.53 | 0.0900 | -0.014 | 26 | 1.41 | 2.06 | 71 | 3,308 | 40.0% | -0.47 | 0.0908 | -0.014 |
| 1.23 | 1.34 | 153 | 5,167 | 40.3% | 0.44 | 0.0904 | -0.013 | 27 | 2.24 | 2.53 | 124 | 17.0K | 41.6% | -0.56 | 0.0915 | -0.014 |
| 0.8700 | 0.9700 | 371 | 1,644 | 39.5% | 0.35 | 0.0862 | -0.013 | 28 | 2.70 | 3.35 | 618 | 41.1% | -0.65 | 0.0875 | -0.013 | |
| 0.6000 | 0.8100 | 73 | 2,254 | 40.6% | 0.28 | 0.0782 | -0.011 | 29 | 3.15 | 3.95 | 6 | 2,720 | 35.0% | -0.72 | 0.0799 | -0.011 |
| 0.3600 | 0.5200 | 571 | 11.3K | 38.5% | 0.21 | 0.0678 | -0.010 | 30 | 3.90 | 4.95 | 27 | 3,227 | 36.6% | -0.79 | 0.0700 | -0.010 |
| 0.2600 | 0.5600 | 146 | 8,723 | 42.6% | 0.16 | 0.0566 | -0.008 | 31 | 4.30 | 6.25 | 22 | 280 | 35.6% | -0.85 | 0.0592 | -0.008 |
| 0.1700 | 0.4800 | 71 | 4,076 | 43.9% | 0.12 | 0.0458 | -0.006 | 32 | 5.40 | 6.60 | 3,199 | -0.89 | 0.0487 | -0.007 | ||
| 0 | 0.2900 | 66 | 395 | 39.1% | 0.09 | 0.0363 | -0.005 | 33 | 6.05 | 7.70 | 24 | -0.92 | 0.0395 | -0.006 | ||
| 0.0400 | 0.1500 | 9 | 238 | 39.1% | 0.06 | 0.0284 | -0.004 | 34 | 7.00 | 8.70 | -0.95 | 0.0321 | -0.005 | |||
| 0.0500 | 0.2700 | 69 | 13.8K | 47.1% | 0.05 | 0.0224 | -0.003 | 35 | 8.00 | 9.45 | -0.96 | 0.0260 | -0.004 | |||
| 0 | 0.1000 | 62 | 471 | 40.6% | 0.04 | 0.0179 | -0.003 | 36 | 8.95 | 10.40 | -0.98 | 0.0205 | -0.003 | |||
| 0 | 0.0800 | 63 | 1,519 | 41.9% | 0.03 | 0.0146 | -0.002 | 37 | 9.90 | 11.95 | -0.98 | 0.0159 | -0.003 | |||
| 0 | 0.0900 | 60 | 636 | 45.2% | 0.03 | 0.0122 | -0.002 | 38 | 10.90 | 13.05 | -0.99 | 0.0123 | -0.002 | |||
| 0.0200 | 0.0700 | 60 | 327 | 47.7% | 0.02 | 0.0104 | -0.002 | 39 | 11.60 | 14.05 | -0.99 | 0.0091 | -0.002 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Dec 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.